|
index_ret |
future_ret |
alpha_gain_from_index_future_hedge |
premium+_discount- |
premium_perleftday |
premium_yearly |
alpha_from_future_shorts |
future_last |
future_last_ytd |
future_cost |
index_price |
contract_deal_last_day |
deal_days_left_total |
hold_days |
| hedge_20251202_151459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
-0.010027 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7312.618 |
20251121 |
0 |
494 |
| CFFEX.IM2512 |
-0.010027 |
-0.006914 |
-0.003113 |
-0.009985 |
-0.000713 |
-0.172601 |
- |
7239.6 |
7290.0 |
- |
7312.618 |
20251219 |
14 |
494 |
| CFFEX.IM2601 |
-0.010027 |
-0.00693 |
-0.003097 |
-0.020132 |
-0.000629 |
-0.152249 |
- |
7165.4 |
7215.4 |
- |
7312.618 |
20260116 |
32 |
494 |
| CFFEX.IM2602 |
-0.010027 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7312.618 |
20260220 |
52 |
494 |
| CFFEX.IM2603 |
-0.010027 |
-0.007028 |
-0.002999 |
-0.041656 |
-0.000587 |
-0.141984 |
- |
7008.0 |
7057.6 |
- |
7312.618 |
20260320 |
71 |
494 |
| CFFEX.IM2606 |
-0.010027 |
-0.006517 |
-0.00351 |
-0.074367 |
-0.000568 |
-0.13738 |
- |
6768.8 |
6813.2 |
- |
7312.618 |
20260619 |
131 |
494 |
| CFFEX.IC2511 |
-0.008761 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7039.610 |
20251121 |
0 |
494 |
| CFFEX.IC2512 |
-0.008761 |
-0.007025 |
-0.001736 |
-0.008155 |
-0.000583 |
-0.14097 |
- |
6982.2 |
7031.6 |
- |
7039.610 |
20251219 |
14 |
494 |
| CFFEX.IC2601 |
-0.008761 |
-0.006682 |
-0.002079 |
-0.01594 |
-0.000498 |
-0.120545 |
- |
6927.4 |
6974.0 |
- |
7039.610 |
20260116 |
32 |
494 |
| CFFEX.IC2602 |
-0.008761 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7039.610 |
20260220 |
52 |
494 |
| CFFEX.IC2603 |
-0.008761 |
-0.006999 |
-0.001762 |
-0.032645 |
-0.00046 |
-0.11127 |
- |
6809.8 |
6857.8 |
- |
7039.610 |
20260320 |
71 |
494 |
| CFFEX.IC2606 |
-0.008761 |
-0.00653 |
-0.002231 |
-0.062079 |
-0.000474 |
-0.11468 |
- |
6602.6 |
6646.0 |
- |
7039.610 |
20260619 |
131 |
494 |
| CFFEX.IF2511 |
-0.005192 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4552.724 |
20251121 |
0 |
494 |
| CFFEX.IF2512 |
-0.005192 |
-0.004303 |
-0.00089 |
-0.003717 |
-0.000266 |
-0.064257 |
- |
4535.8 |
4555.4 |
- |
4552.724 |
20251219 |
14 |
494 |
| CFFEX.IF2601 |
-0.005192 |
-0.005109 |
-0.000083 |
-0.007671 |
-0.00024 |
-0.058012 |
- |
4517.8 |
4541.0 |
- |
4552.724 |
20260116 |
32 |
494 |
| CFFEX.IF2602 |
-0.005192 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4552.724 |
20260220 |
52 |
494 |
| CFFEX.IF2603 |
-0.005192 |
-0.004692 |
-0.0005 |
-0.01224 |
-0.000172 |
-0.041718 |
- |
4497.0 |
4518.2 |
- |
4552.724 |
20260320 |
71 |
494 |
| CFFEX.IF2606 |
-0.005192 |
-0.004968 |
-0.000225 |
-0.023266 |
-0.000178 |
-0.04298 |
- |
4446.8 |
4469.0 |
- |
4552.724 |
20260619 |
131 |
494 |
| CFFEX.IH2511 |
-0.005525 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2977.136 |
20251121 |
0 |
494 |
| CFFEX.IH2512 |
-0.005525 |
-0.005023 |
-0.000502 |
-0.001927 |
-0.000138 |
-0.033304 |
- |
2971.4 |
2986.4 |
- |
2977.136 |
20251219 |
14 |
494 |
| CFFEX.IH2601 |
-0.005525 |
-0.004833 |
-0.000692 |
-0.004009 |
-0.000125 |
-0.03032 |
- |
2965.2 |
2979.6 |
- |
2977.136 |
20260116 |
32 |
494 |
| CFFEX.IH2602 |
-0.005525 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2977.136 |
20260220 |
52 |
494 |
| CFFEX.IH2603 |
-0.005525 |
-0.004902 |
-0.000623 |
-0.004479 |
-0.000063 |
-0.015268 |
- |
2963.8 |
2978.4 |
- |
2977.136 |
20260320 |
71 |
494 |
| CFFEX.IH2606 |
-0.005525 |
-0.005191 |
-0.000334 |
-0.008645 |
-0.000066 |
-0.015969 |
- |
2951.4 |
2966.8 |
- |
2977.136 |
20260619 |
131 |
494 |